The singer was set to perform at the show on Monday, but was banned from entering the country because of a sunflower dress she wore in 2015.
Page Six published a report suggesting that Gigi has been banned because of an Instagram video which had been posted by her sister Bella Hadid in February - she was seen holding up a Buddha-shaped biscuit and also imitating the religious figure as well.
The Victoria's Secret Fashion Show is usually associated with fireworks, glitter, and general extravagance - but this year all of that has gone up in smoke.
After the video was posted, the 22-year-old model wrote: "It hurts me to hurt anyone, and I want you all to know that it was never my intent to offend anyone through my actions and I sincerely apologise to those..."
Perry has not commented publicly on the reported ban.
To drive her point home, Perry also waved a Taiwanese flag during the concert in show of support for the country, which has been butting heads with China for years over its independence. According to Page Six, Adriana Lima might miss her second Victoria's Secret show since 1999 because her visa is being reportedly delayed over an "ongoing diplomatic problem".
Top model Gigi Hadid backed out of the show following allegations that she "discriminated" against Chinese people.
While Perry will be replaced in the Victoria's Secret Fashion Show by former One Direction band member Harry Styles, other models besides Hadid have been unable to secure visas to China, including Kate Grigorieva, Irina Sharipova and Julia Belyakova. This time it's a musical performer: Katy Perry.
Page Six earlier reported that not only the VS models but also the fashion bloggers are also cancelling their trips.